+266.8%
RMBS vs GWW
+222.0%
+44.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +1.8% | -3.4% | +5.1% | +3.8% |
| 30D | -13.9% | -1.9% | -12.0% | -13.1% |
| 3M | -39.8% | -2.4% | -37.4% | -39.3% |
| 6M | -6.0% | +15.7% | -21.7% | -14.7% |
| YTD | -5.4% | +27.6% | -33.0% | -19.7% |
| 1Y | -1.8% | +27.2% | -29.0% | -16.5% |
| 3Y | +53.7% | +89.7% | -36.0% | +8.9% |
| All | +266.8% | +222.0% | +44.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling